The 2008 financial tsunami was a well-known major financial event, which was caused by the US subprime mortgage. At that time, the US market interest rate continued to rise and the housing market cooled, the default rate of credit loans rose, and the impact on global stock markets, forcing many central banks to The scale injected huge amounts of money into the financial market, but it still could not stop the outbreak of the financial crisis in September 2008, causing many large financial institutions to close down or be taken over by the government, triggering a recession. The research data was obtained from the Taiwan Xinbao database using the financial report data of all listed companies in Taiwan from 1968 to 2017 to calculate the WW index of each company, and the WW index was used to classify the sample company into financially high and low restricted. Unrestricted, the top 40% of the high value is regarded as a low-constrained company, and the last 40% of the value is regarded as a highly restricted company. The event research method is used to analyze abnormal returns, and companies with different degrees of restriction are studied before and after the event. Performance situation. This paper uses the event research method to explore risk premium remuneration. The 2008 financial turmoil is used as a research event. The company is divided into three categories: financially restricted, low-restricted and unrestricted. Enterprises with different degrees of restriction are examined before and after the event. The limited financial situation, the reason for the 2008 financial turmoil is the emergence of financial crisis events, such as the oil crisis of 1973, the US stock market crash of 1987, the Asian financial turmoil of 1997, and the financial crisis of 2008, almost once every ten years. The frequency of the occurrence, so the recent 2008 financial crisis as an event study, to observe the financial characteristics of the situation in the case of financial enterprises can better protect themselves.